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feat(WalkForward): added regression/classification switch, archived old experiments, wrapped the process into run_whole_pipeline() (#10)

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* refactor(WalkForward): cleaned up training & evaluation code

* refactor: added run_whole_pipeline(), moved all previous models to archive
This commit is contained in:
Mark Aron Szulyovszky
2021-12-14 18:16:17 +01:00
committed by GitHub
parent 7aedb91069
commit d047b7417e
89 changed files with 10763 additions and 6477 deletions
Download Patch File Download Diff File Expand all files Collapse all files
data/ADA_TRX.csv
+27 -27
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,11.53,10.26,8.396,10.74
2017-10-10,8.667,8.204,10.74,8.352
2017-10-11,9.571,8.98,8.352,9.531
2017-10-12,11.48,9.705,9.531,11.02
2017-10-13,16.57,12.16,11.02,16.08
2017-10-14,16.98,12.68,16.08,13.83
2017-10-15,14.85,13.33,13.83,13.54
2017-10-16,14.73,13.51,13.51,13.57
2017-10-17,15.12,13.0,13.57,14.29
2017-10-18,13.78,12.89,14.29,13.28
2017-10-19,14.24,13.5,13.28,13.94
2017-10-20,16.5,14.59,13.94,15.91
2017-10-21,13.55,12.11,15.42,12.45
2017-10-22,11.05,10.7,12.45,10.77
2017-10-23,11.39,10.12,10.77,10.66
2017-10-24,10.96,8.745,10.66,10.43
2017-10-25,9.434,8.774,10.43,9.019
2017-10-26,9.837,9.204,9.019,9.408
2017-10-27,8.865,8.365,9.408,8.827
2017-10-28,8.846,8.654,8.827,8.692
2017-10-29,10.21,9.333,8.692,9.604
2017-10-30,10.7,10.18,9.604,10.59
2017-10-31,11.44,10.44,10.59,11.0
2017-11-01,12.84,9.216,11.02,9.243
2017-11-02,11.03,7.471,9.243,8.912
2017-11-03,10.31,8.563,8.912,9.844
2017-11-04,11.38,10.17,9.75,10.28
2017-11-05,9.968,9.0,10.28,9.032
2017-11-06,11.13,9.333,9.032,10.47
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,17.8,17.35,18.19,17.4
2021-11-15,16.29,15.91,17.4,16.26
2021-11-16,17.84,16.65,16.26,17.15
2021-11-17,17.24,16.18,17.15,16.84
2021-11-17,17.05,16.53,17.15,16.9
2021-11-18,17.92,17.07,16.9,17.84
2021-11-19,18.26,17.45,17.84,17.92
2021-11-20,18.94,18.09,17.92,18.29
2021-11-21,17.69,17.2,18.29,17.21
2021-11-22,17.55,17.06,17.21,17.45
2021-11-23,17.98,17.01,17.45,17.09
2021-11-24,18.35,16.56,17.09,17.04
2021-11-25,17.49,16.55,17.04,16.72
2021-11-26,16.97,15.84,16.72,16.68
2021-11-27,17.02,16.58,16.68,16.58
2021-11-28,16.99,16.04,16.58,16.77
2021-11-29,16.8,16.38,16.77,16.6
2021-11-30,16.6,15.98,16.6,16.05
2021-12-01,16.63,15.94,16.05,16.01
2021-12-02,18.08,15.66,16.01,17.7
2021-12-03,17.47,16.38,17.7,16.58
2021-12-04,16.6,14.96,16.58,16.32
2021-12-05,16.93,15.72,16.32,16.33
2021-12-06,16.36,15.3,16.33,16.28
2021-12-07,16.21,15.3,16.28,15.31
2021-12-08,15.33,14.67,15.31,15.11
2021-12-09,14.97,14.56,15.11,14.57
2021-12-10,14.66,13.79,14.57,13.81
2021-12-11,14.98,13.61,13.81,14.74
2021-12-12,15.7,14.69,14.74,14.78
2021-12-13,14.86,14.25,14.78,14.41
1 time high low open close
2017-10-09 11.53 10.26 8.396 10.74
2017-10-10 8.667 8.204 10.74 8.352
2017-10-11 9.571 8.98 8.352 9.531
2017-10-12 11.48 9.705 9.531 11.02
2017-10-13 16.57 12.16 11.02 16.08
2017-10-14 16.98 12.68 16.08 13.83
2017-10-15 14.85 13.33 13.83 13.54
2017-10-16 14.73 13.51 13.51 13.57
2017-10-17 15.12 13.0 13.57 14.29
2017-10-18 13.78 12.89 14.29 13.28
2017-10-19 14.24 13.5 13.28 13.94
2017-10-20 16.5 14.59 13.94 15.91
2017-10-21 13.55 12.11 15.42 12.45
2017-10-22 11.05 10.7 12.45 10.77
2017-10-23 11.39 10.12 10.77 10.66
2017-10-24 10.96 8.745 10.66 10.43
2017-10-25 9.434 8.774 10.43 9.019
2017-10-26 9.837 9.204 9.019 9.408
2017-10-27 8.865 8.365 9.408 8.827
2017-10-28 8.846 8.654 8.827 8.692
2017-10-29 10.21 9.333 8.692 9.604
2017-10-30 10.7 10.18 9.604 10.59
2017-10-31 11.44 10.44 10.59 11.0
2017-11-01 12.84 9.216 11.02 9.243
2017-11-02 11.03 7.471 9.243 8.912
2017-11-03 10.31 8.563 8.912 9.844
2 2017-11-04 11.38 10.17 9.75 10.28
3 2017-11-05 9.968 9.0 10.28 9.032
4 2017-11-06 11.13 9.333 9.032 10.47
1473 2021-11-14 17.8 17.35 18.19 17.4
1474 2021-11-15 16.29 15.91 17.4 16.26
1475 2021-11-16 17.84 16.65 16.26 17.15
1476 2021-11-17 17.24 17.05 16.18 16.53 17.15 16.84 16.9
1477 2021-11-18 17.92 17.07 16.9 17.84
1478 2021-11-19 18.26 17.45 17.84 17.92
1479 2021-11-20 18.94 18.09 17.92 18.29
1480 2021-11-21 17.69 17.2 18.29 17.21
1481 2021-11-22 17.55 17.06 17.21 17.45
1482 2021-11-23 17.98 17.01 17.45 17.09
1483 2021-11-24 18.35 16.56 17.09 17.04
1484 2021-11-25 17.49 16.55 17.04 16.72
1485 2021-11-26 16.97 15.84 16.72 16.68
1486 2021-11-27 17.02 16.58 16.68 16.58
1487 2021-11-28 16.99 16.04 16.58 16.77
1488 2021-11-29 16.8 16.38 16.77 16.6
1489 2021-11-30 16.6 15.98 16.6 16.05
1490 2021-12-01 16.63 15.94 16.05 16.01
1491 2021-12-02 18.08 15.66 16.01 17.7
1492 2021-12-03 17.47 16.38 17.7 16.58
1493 2021-12-04 16.6 14.96 16.58 16.32
1494 2021-12-05 16.93 15.72 16.32 16.33
1495 2021-12-06 16.36 15.3 16.33 16.28
1496 2021-12-07 16.21 15.3 16.28 15.31
1497 2021-12-08 15.33 14.67 15.31 15.11
1498 2021-12-09 14.97 14.56 15.11 14.57
1499 2021-12-10 14.66 13.79 14.57 13.81
1500 2021-12-11 14.98 13.61 13.81 14.74
1501 2021-12-12 15.7 14.69 14.74 14.78
1502 2021-12-13 14.86 14.25 14.78 14.41